Gang-Jin Wang : Citation Profile


Are you Gang-Jin Wang?

Hunan University

11

H index

13

i10 index

258

Citations

RESEARCH PRODUCTION:

27

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 36
   Journals where Gang-Jin Wang has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 16 (5.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa614
   Updated: 2020-05-23    RAS profile: 2020-01-28    
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Relations with other researchers


Works with:

Zhou, Wei-Xing (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gang-Jin Wang.

Is cited by:

Ferreira, Paulo (16)

PEREIRA, EDER JOHNSON DE AREA (11)

Zhou, Wei-Xing (9)

Guangxi, Cao (7)

Krištoufek, Ladislav (5)

Gamba, Santiago (4)

Uddin, Gazi (4)

Zhang, Dayong (4)

Bekiros, Stelios (4)

Melo-Velandia, Luis (4)

Gomez-Gonzalez, Jose (4)

Cites to:

Mantegna, Rosario (40)

Zhou, Wei-Xing (35)

lucey, brian (29)

Diebold, Francis (28)

Yilmaz, Kamil (26)

Bouri, Elie (24)

GUPTA, RANGAN (15)

Roubaud, David (15)

Engle, Robert (14)

Antonakakis, Nikolaos (13)

Wang, Yudong (13)

Main data


Where Gang-Jin Wang has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications9
Finance Research Letters3
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Gang-Jin Wang (2019 and 2018)


YearTitle of citing document
2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2019Multi-layered Network Structure: Relationship Between Financial and Macroeconomic Dynamics. (2019). Chakraborti, Anirban ; Chakrabarti, Anindya S ; Sharma, Kiran. In: Papers. RePEc:arx:papers:1805.06829.

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2018State and Network Structures of Stock Markets around the Global Financial Crisis. (2018). Nobi, Ashadun ; Lee, Jae Woo. In: Papers. RePEc:arx:papers:1806.04363.

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2019A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies. (2019). Ju, Lan ; Tu, Zhiyong. In: Papers. RePEc:arx:papers:1904.05028.

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2019A Weight-based Information Filtration Algorithm for Stock-Correlation Networks. (2019). Tian, Tianhai ; Wormald, Nick ; Hosseini, Seyed Soheil. In: Papers. RePEc:arx:papers:1904.06007.

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2019Change-point Analysis in Financial Networks. (2019). Guhathakurta, Kousik ; Banerjee, Sayantan. In: Papers. RePEc:arx:papers:1911.05952.

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2020Disentangling shock diffusion on complex networks: Identification through graph planarity. (2020). Chakrabarti, Anindya S ; di Matteo, Tiziana ; Kumar, Sudarshan. In: Papers. RePEc:arx:papers:2001.01518.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

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2020The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevino . In: Papers. RePEc:arx:papers:2004.06676.

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2019Systemic Risk in Vietnam Stock Market. (2019). van Vu, Thi Thuy ; Tran, Dang Kham. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:339-352.

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2019Impact of US-China Trade War on the Network Topology Structure of Chinese Stock Market. (2019). Memon, Bilal Ahmed ; Lu, Yanyu ; Yao, Hongxing. In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2019:p:235-250.

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2019The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices. (2019). Pereira, Der ; Ferreira, Paulo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00642.

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2019In search for stability in crypto-assets: are stablecoins the solution?. (2019). Pinna, Andrea ; Klemm, Jonas ; Bullmann, Dirk. In: Occasional Paper Series. RePEc:ecb:ecbops:2019230.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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20205G network-based Internet of Things for demand response in smart grid: A survey on application potential. (2020). Yan, Jinyue ; Song, Yonghua ; Li, Fangxing ; Shi, Qingxin ; Ding, YI ; Hui, Hongxun. In: Applied Energy. RePEc:eee:appene:v:257:y:2020:i:c:s0306261919316599.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2019Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818.

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2019Analysing the systemic risk of Indian banks. (2019). Ahmad, Wasim ; Bekiros, Stelios ; Uddin, Gazi Salah ; Verma, Ramprasad. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:103-108.

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2019The role of uncertainty measures on the returns of gold. (2019). Gözgör, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398.

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2019Connectedness and risk spillovers in China’s stock market: A sectoral analysis. (2019). Zhang, Dayong ; Wu, Fei. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302590.

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2020Predicting customer demand for remanufactured products: A data-mining approach. (2020). Pu, Xiaodie ; Li, Boying ; Loong, Alain Yee ; Zhou, LI ; van Nguyen, Truong. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:3:p:543-558.

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2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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2019Price and volatility spillovers across the international steam coal market. (2019). , Marco ; Ciner, Cetin ; Brzeszczynski, Janusz ; Batten, Jonathan A ; Yarovaya, Larisa ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138.

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2019Crude oil price shocks and hedging performance: A comparison of volatility models. (2019). Cho, Hoon ; Chun, Dohyun ; Kim, Jihun. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1132-1147.

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2019How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective. (2019). Zhang, Yue-Jun ; Ma, Shu-Jiao. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303573.

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2019Identifying the peak point of systemic risk in international crude oil importing trade. (2019). Dong, Gaogao ; Du, Ruijin ; Stanley, Eugene H ; Zhang, Xin ; Zhao, Longfeng ; Wang, Yougui ; Tian, Lixin. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:281-291.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2019Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?. (2019). Kokoszczyński, Ryszard ; Ziba, Damian ; Ledziewska, Katarzyna ; Kokoszczyski, Ryszard. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:102-125.

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2019The changing network of financial market linkages: The Asian experience. (2019). Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Dungey, Mardi ; Chowdhury, Biplob. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:71-92.

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2019When financial economics influences physics: The role of Econophysics. (2019). Mantegna, Rosario ; Schinckus, Christophe ; Jovanovic, Franck . In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304162.

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2018Risk transmitters and receivers in global currency markets. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:1-9.

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2018Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach. (2018). Jin, Xiaoye. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:202-212.

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2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

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2019Quantile coherency networks of international stock markets. (2019). Baumohl, Eduard ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:119-129.

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2019Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

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2019Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply. (2019). Gronwald, Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:86-92.

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2019Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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2019The analysis of factors affecting global gold price. (2019). Zhang, BO ; Ralescu, Dan A ; Qian, Yao. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304337.

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2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

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2018Multiplex network analysis of employee performance and employee social relationships. (2018). Cai, Meng ; Stanley, Eugene H ; Cui, Ying ; Wang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1-12.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Early warning model based on correlated networks in global crude oil markets. (2018). Xie, Wen-Jie ; Yu, Jia-Wei ; Jiang, Zhi-Qiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1335-1343.

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2018ρDCCA applied between air temperature and relative humidity: An hour/hour view. (2018). Zebende, G F ; Castro, A P ; Silva, A M ; Brito, A A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:17-26.

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2018Influence of individual rationality on continuous double auction markets with networked traders. (2018). Zhang, Junhuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:353-392.

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2018Statistical test for ΔρDCCA cross-correlation coefficient. (2018). Guedes, E F ; Zebende, G F ; da Silva, A M ; de Castro, A. P. N., ; Fernandez, B F ; Oliveira, F M ; Brito, A A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:134-140.

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2018Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative. (2018). Zhang, Xin ; Yang, Liansheng ; Zhu, Yingming. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:105-115.

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2018A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility. (2018). Ko, Bonggyun ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:398-412.

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2018Distribution of individual status in the invisibility similarity network of new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:426-434.

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2018Herding boosts too-connected-to-fail risk in stock market of China. (2018). Lu, Shan ; Ren, Ruoen ; Wang, Huiwen ; Zhao, Jichang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:945-964.

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2018Collective behavior of cryptocurrency price changes. (2018). Stosic, Darko ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:499-509.

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2018Cross-correlation analysis on Brazilian gasoline retail market. (2018). Ferreira, Paulo ; Moret, M A ; Murari, T B ; Pereira, E. J. A. L., ; Nascimento, A S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:550-557.

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2018Testing for the source of multifractality in water level records. (2018). Wu, Liang ; Zhao, Tongzhou ; Ding, Yiming ; Chen, Lei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:824-839.

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2018SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test. (2018). Ruan, Qingsong ; Yang, Haiquan ; Lv, Dayong ; Zhang, Manqian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1009-1022.

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2018Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries. (2018). Li, Jianxuan ; Cao, Guangxi ; Shi, Yingying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1140-1151.

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2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

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2018Degree distributions and motif profiles of limited penetrable horizontal visibility graphs. (2018). Wang, Minggang ; Stanley, Eugene H ; Tian, Lixin ; Xu, Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:620-634.

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2018Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672.

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2018Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:881-889.

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2018Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market. (2018). Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:802-811.

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2018Detrended Multiple Cross-Correlation Coefficient. (2018). Zebende, G F ; da Silva, A M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:91-97.

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2018Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient. (2018). Ferreira, Paulo ; Brito, Paulo ; Nunes, Jose ; Loures, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:675-681.

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2019The impact of corporate lifecycle on Fama–French three-factor model. (2019). Liu, Hao ; Gao, Ya-Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:390-398.

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2019Cross-correlations between Brazilian biofuel and food market: Ethanol versus sugar. (2019). Albuquerque, Cristiane Rocha ; Stosic, Tatijana ; de Melo, Gabriel Rivas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:687-693.

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2019Dynamic topology and allometric scaling behavior on the Vietnamese stock market. (2019). Nguyen, Q ; Nguyen, L. H. N., ; Nguyen, N. K. K., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:235-243.

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2019Identifying influential nodes based on fluctuation conduction network model. (2019). Wang, ZE ; Chen, Zhihua ; Sun, Qingru ; Liu, Xueyong ; Tang, Renwu ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:355-369.

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2019Global Rényi index of the distance matrix. (2019). Nie, Chun-Xiao ; Song, Fu-Tie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:902-915.

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2019Double-edged sword effect of edge overlap on asymmetrically interacting spreading dynamics. (2019). Zhu, Xuzhen ; Cai, Shimin ; Wang, Wei ; Chen, Xiaolong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:617-624.

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2019Portfolio optimization based on network topology. (2019). Li, Yan ; Zheng, BO ; Tian, Yue ; Jiang, Xiong-Fei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:671-681.

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2019Similarities between stock price correlation networks and co-main product networks: Threshold scenarios. (2019). Wang, Yanli ; Liu, Nairong ; Guan, Jianhe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:66-77.

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2019Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). Ferreira, Paulo ; Pereira, Hernane Borges ; da Silva, Marcus Fernandes ; de Area, Eder Johson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96.

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2019Investigating large-amplitude protein loop motions as extreme events using recurrence interval analysis. (2019). Karain, Wael I. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:1-10.

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2019An econophysics approach to study the effect of BREXIT referendum on European Union stock markets. (2019). Ferreira, Paulo ; Guedes, E F ; Zebende, G F ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1175-1182.

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2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises. (2019). Vieira, Isabel ; Ferreira, Paulo ; Mohti, Wahbeeah ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1388-1398.

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2019Forecasting the Chinese stock volatility across global stock markets. (2019). Zhang, Yaojie ; Ma, Feng ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:466-477.

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2019Regional characteristics of sports industry profitability: Evidence from China’s province level data. (2019). Li, Ming-Xia ; Wang, Yue. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:946-955.

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2019Multifractal characterization of Brazilian market sectors. (2019). , Paulo ; Stosic, Darko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:956-964.

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2019The correlation structure in the international stock markets during global financial crisis. (2019). Mei, Dong-Cheng ; Gao, Hai-Ling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312002.

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2019ρx,y between open-close stock markets. (2019). Zebende, G F ; Dionisio, Andreia ; Ferreira, Paulo ; Guedes, E F ; Almeida, L S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s037843711931249x.

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2019Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609.

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2019Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Wang, Qian ; Liu, Yuntong ; Zhang, Xuhui ; Bai, Lan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313998.

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2019Composition of the first principal component of a stock index — A comparison between SP500 and VNIndex. (2019). Nguyen, N. K. K., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305862.

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2019Systemic risk and liquidity rescue in complex financial networks: Pit hole and black hole of liquidity. (2019). Tong, MU ; Wu, Shan ; He, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119306144.

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2019Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Wei, QI ; Li, Xiafei ; Liu, Xinchun ; Zeng, Sheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314633.

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2020Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis. (2020). Chatterjee, Sucharita. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317765.

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2020Cross-correlation complexity and synchronization of the financial time series on Potts dynamics. (2020). Wang, Jie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318424.

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2020Dynamic relationship between Chinese RMB exchange rate index and market anxiety: A new perspective based on MF-DCCA. (2020). Li, Shuping ; Liu, Xinghua ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931903x.

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2020Dynamic energy stock selection based on shareholders’ coholding network. (2020). Sun, Bowen ; Wang, ZE ; Lian, Peng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119313007.

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2020Correlation analysis and systemic risk measurement of regional, financial and global stock indices. (2020). Chen, Lin ; Stanley, Eugene H ; Qiao, Zhilin ; Han, Qian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119315158.

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2018Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.

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2018The influence of risk culture on firm returns in times of crisis. (2018). Bui, Dien Giau ; Lin, Chih-Yung ; Fang, Yiwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:291-306.

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2019The economic sources of Chinas CSI 300 spot and futures volatilities before and after the 2015 stock market crisis. (2019). Gong, Yuting ; Chen, Qiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:102-121.

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2019Multiresolution analysis and spillovers of major cryptocurrency markets. (2019). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:191-206.

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2020Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930056x.

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2020Bank risk, competition and bank connectedness with firms: A literature review. (2020). Lapteacru, Ion ; Badarau, Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301291.

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2020Taming the blockchain beast? Regulatory implications for the cryptocurrency Market. (2020). Shanaev, Savva ; Shuraeva, Arina ; Ghimire, Binam ; Sharma, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305963.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2018Financial Credit Risk and Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; McAleer, Michael ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:109056.

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More than 100 citations found, this list is not complete...

Works by Gang-Jin Wang:


YearTitleTypeCited
2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
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2018Short term prediction of extreme returns based on the recurrence interval analysis.(2018) In: Quantitative Finance.
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2016Joint multifractal analysis based on wavelet leaders In: Papers.
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2017Stock market as temporal network In: Papers.
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2018Stock market as temporal network.(2018) In: Physica A: Statistical Mechanics and its Applications.
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2018The cooling-off effect of price limits in the Chinese stock markets In: Papers.
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2018The cooling-off effect of price limits in the Chinese stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 0
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2019Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market In: International Review of Finance.
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2018Interconnectedness and systemic risk of Chinas financial institutions In: Emerging Markets Review.
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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis In: Energy Economics.
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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? In: International Review of Financial Analysis.
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2016Who are the net senders and recipients of volatility spillovers in China’s financial markets? In: Finance Research Letters.
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2017Stock market contagion during the global financial crisis: A multiscale approach In: Finance Research Letters.
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2019When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin In: Finance Research Letters.
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article1
2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? In: Journal of International Financial Markets, Institutions and Money.
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2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree In: Physica A: Statistical Mechanics and its Applications.
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article19
2013Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
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2013Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket In: Physica A: Statistical Mechanics and its Applications.
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2014Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales In: Physica A: Statistical Mechanics and its Applications.
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article13
2015Correlation structure and dynamics of international real estate securities markets: A network perspective In: Physica A: Statistical Mechanics and its Applications.
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2018Cross-correlations and influence in world gold markets In: Physica A: Statistical Mechanics and its Applications.
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article4
2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market In: Physica A: Statistical Mechanics and its Applications.
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2019Forecasting SMEs credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach In: International Journal of Production Economics.
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2016Extreme risk spillover effects in world gold markets and the global financial crisis In: International Review of Economics & Finance.
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article18
2016Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models In: Sustainability.
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article10
2014Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach In: Discrete Dynamics in Nature and Society.
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2016The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing In: Advances in Mathematical Physics.
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2014A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets In: Journal of Applied Mathematics.
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2018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks In: Computational Economics.
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2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis In: Journal of Economic Interaction and Coordination.
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article11
2017Extreme risk spillover network: application to financial institutions In: Quantitative Finance.
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